+23,761.0%
PH vs MOD
+3,565.2%
+20,195.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.2% |
| 7D | -3.1% | +9.6% | -12.7% | -5.2% |
| 30D | -3.2% | 0.0% | -3.3% | -3.5% |
| 3M | +10.6% | -35.4% | +46.0% | +21.2% |
| 6M | -2.1% | -7.3% | +5.1% | -3.2% |
| YTD | +10.2% | +45.8% | -35.6% | -3.5% |
| 1Y | +28.2% | +43.1% | -14.9% | +11.1% |
| 3Y | +134.9% | +297.7% | -162.8% | +47.2% |
| 5Y | +253.6% | +1,478.8% | -1,225.1% | +51.1% |
| 10Y | +804.7% | +1,633.4% | -828.7% | +226.9% |
| All | +23,761.0% | +3,565.2% | +20,195.8% | +5,885.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling